IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
25 Feb 2026 02:26 PM IST
| IDFCFIRSTB 30-MAR-2026 70 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.08
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 70.30 | 4 | -0.81 | 41.96 | 4,010 | 508 | 5,276 | |||||||||
| 24 Feb | 70.97 | 4.69 | 0.11 | 46.71 | 14,601 | 1,397 | 4,723 | |||||||||
| 23 Feb | 70.04 | 4.62 | -9.18 | 49.17 | 11,632 | 3,257 | 3,278 | |||||||||
| 20 Feb | 83.51 | 13.8 | -1.05 | 43.97 | 15 | 11 | 20 | |||||||||
| 19 Feb | 82.98 | 14.85 | 0.85 | 60.25 | 12 | 6 | 9 | |||||||||
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| 18 Feb | 84.61 | 14 | 3.01 | - | 1 | 0 | 2 | |||||||||
| 17 Feb | 83.35 | 10.99 | -5.45 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 82.91 | 10.99 | -5.45 | - | 2 | 0 | 0 | |||||||||
| 13 Feb | 81.54 | 16.44 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 70 expiring on 30MAR2026
Delta for 70 CE is 0.57
Historical price for 70 CE is as follows
On 25 Feb IDFCFIRSTB was trading at 70.30. The strike last trading price was 4, which was -0.81 lower than the previous day. The implied volatity was 41.96, the open interest changed by 508 which increased total open position to 5276
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 4.69, which was 0.11 higher than the previous day. The implied volatity was 46.71, the open interest changed by 1397 which increased total open position to 4723
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 4.62, which was -9.18 lower than the previous day. The implied volatity was 49.17, the open interest changed by 3257 which increased total open position to 3278
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 13.8, which was -1.05 lower than the previous day. The implied volatity was 43.97, the open interest changed by 11 which increased total open position to 20
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 14.85, which was 0.85 higher than the previous day. The implied volatity was 60.25, the open interest changed by 6 which increased total open position to 9
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 14, which was 3.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 10.99, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 10.99, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 16.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 30MAR2026 70 PE | |||||||
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Delta: -0.43
Vega: 0.08
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 70.30 | 3.25 | -0.17 | 44.34 | 3,128 | 423 | 4,084 |
| 24 Feb | 70.97 | 3.51 | -0.69 | 48.96 | 9,025 | 713 | 3,658 |
| 23 Feb | 70.04 | 4.3 | 4.15 | 54.28 | 12,194 | 2,869 | 2,961 |
| 20 Feb | 83.51 | 0.15 | -0.03 | 33.53 | 70 | 8 | 91 |
| 19 Feb | 82.98 | 0.2 | 0.09 | 33.95 | 123 | 49 | 84 |
| 18 Feb | 84.61 | 0.11 | -0.03 | 34.21 | 10 | 0 | 35 |
| 17 Feb | 83.35 | 0.14 | -0.03 | 31.91 | 20 | 14 | 36 |
| 16 Feb | 82.91 | 0.17 | -0.09 | 32.07 | 23 | 4 | 12 |
| 13 Feb | 81.54 | 0.26 | -0.04 | 31.63 | 14 | 7 | 8 |
For Idfc First Bank Limited - strike price 70 expiring on 30MAR2026
Delta for 70 PE is -0.43
Historical price for 70 PE is as follows
On 25 Feb IDFCFIRSTB was trading at 70.30. The strike last trading price was 3.25, which was -0.17 lower than the previous day. The implied volatity was 44.34, the open interest changed by 423 which increased total open position to 4084
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 3.51, which was -0.69 lower than the previous day. The implied volatity was 48.96, the open interest changed by 713 which increased total open position to 3658
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 4.3, which was 4.15 higher than the previous day. The implied volatity was 54.28, the open interest changed by 2869 which increased total open position to 2961
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 0.15, which was -0.03 lower than the previous day. The implied volatity was 33.53, the open interest changed by 8 which increased total open position to 91
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 0.2, which was 0.09 higher than the previous day. The implied volatity was 33.95, the open interest changed by 49 which increased total open position to 84
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 0.11, which was -0.03 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 35
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 31.91, the open interest changed by 14 which increased total open position to 36
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 0.17, which was -0.09 lower than the previous day. The implied volatity was 32.07, the open interest changed by 4 which increased total open position to 12
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 0.26, which was -0.04 lower than the previous day. The implied volatity was 31.63, the open interest changed by 7 which increased total open position to 8
